+181.8%
GDX vs QLD
+7,183.5%
-7,001.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -12.7% | +14.1% | +4.3% |
| 7D | +5.4% | -18.6% | +24.0% | +10.3% |
| 30D | -2.8% | -28.3% | +25.5% | +4.7% |
| 3M | +2.5% | -20.4% | +22.9% | +7.7% |
| 6M | -0.1% | -14.3% | +14.2% | +3.3% |
| YTD | 0.0% | +2.8% | -2.8% | -0.7% |
| 1Y | +22.2% | -1.2% | +23.4% | +22.4% |
| 3Y | +201.4% | +135.3% | +66.1% | +142.4% |
| 5Y | +180.6% | +62.6% | +118.1% | +132.0% |
| 10Y | +277.2% | +1,384.3% | -1,107.1% | +61.9% |
| All | +181.8% | +7,183.5% | -7,001.8% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling